A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemented in Python&PyTorch.
☆104Jan 23, 2026Updated 2 months ago
Alternatives and similar repositories for alpha-gfn
Users that are interested in alpha-gfn are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆58Feb 7, 2025Updated last year
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆353Sep 1, 2024Updated last year
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆1,045Dec 18, 2024Updated last year
- 量化研究-券商金工研报复现☆15Jun 15, 2022Updated 3 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆174Jul 2, 2024Updated last year
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- The source code for the paper☆28Jul 3, 2023Updated 2 years ago
- The first feature selection method based on reinforcement learning - Python library available on pip for a fast deployment☆24Aug 13, 2024Updated last year
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- Implementation of the model from "Faster sorting algorithms discovered using deep reinforcement learning" that discovered an all-new ult…☆11Aug 29, 2023Updated 2 years ago
- ☆35Jan 1, 2025Updated last year
- alpha投研示例☆92Feb 5, 2026Updated last month
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆14Apr 8, 2023Updated 2 years ago
- Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading☆67Jan 13, 2025Updated last year
- ☆70Feb 27, 2024Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- factor performance visualization☆51Oct 23, 2025Updated 5 months ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value …☆18Aug 31, 2025Updated 6 months ago
- ☆54May 20, 2025Updated 10 months ago
- An end-to-end stock factors mining neural network framework.☆56Jun 27, 2023Updated 2 years ago
- [ICLR 2025] Large (Vision) Language Models are Unsupervised In-Context Learners☆22Jun 6, 2025Updated 9 months ago
- Stock factor mining with CNN and GRU.☆72Dec 23, 2022Updated 3 years ago
- ☆25Apr 23, 2020Updated 5 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Apr 22, 2021Updated 4 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Accepted at WWW 25 Industrial Track (oral)☆17Jun 6, 2025Updated 9 months ago
- Accepted at AAAI 25 Workshop Long Research Paper☆26Jun 6, 2025Updated 9 months ago
- Meta labeling is a method of determining the size of the bet.☆32Jun 8, 2022Updated 3 years ago
- ☆172Mar 14, 2025Updated last year
- Source codes of F-HMTC (IJCAI'20)☆17Feb 22, 2021Updated 5 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Jul 13, 2023Updated 2 years ago
- Alpha Evolution: A simple and powerful optimization algorithm to promote optimization beyond metaphors☆19Apr 15, 2025Updated 11 months ago
- Alpha Agent: A Multi-Agent Based Framework for Alpha Research in Quantitative Investment☆75Mar 18, 2026Updated last week
- A Tutorial for DEAP☆44Dec 4, 2025Updated 3 months ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- ☆21Feb 12, 2026Updated last month
- 本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。☆148Dec 29, 2023Updated 2 years ago
- Transformers for limit order books☆13Jul 25, 2021Updated 4 years ago
- ☆77Nov 16, 2022Updated 3 years ago
- ☆31Oct 13, 2023Updated 2 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆16Nov 20, 2020Updated 5 years ago
- Code for the NFL Big Data Bowl 2024 submission on Tackle Probability, Opportunity, and Conversion☆14Mar 4, 2024Updated 2 years ago